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    On finite-dimensional risk-sensitive estimation

    Dey, Subhrakanti and Moore, John B. (1996) On finite-dimensional risk-sensitive estimation. In: Fourth International Symposium on Signal Processing and Its Applications. IEEE, pp. 849-852. ISBN 0780341147

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    In this paper, we address the finite-dimensionality issues regarding discrete-time risk-sensitive estimation for stochastic nonlinear systems. We show that for a bilinear system with an unknown parameter, finite-dimensional risk-sensitive estimates can be obtained. A necessary condition is obtained for nonlinear systems with no process noise such that one can obtain finite-dimensional risk-sensitive estimates.

    Item Type: Book Section
    Additional Information: Cite as: S. Dey and J. B. Moore, "On Finite-dimensional Risk-sensitive Estimation," Fourth International Symposium on Signal Processing and Its Applications, 1996, pp. 849-852.
    Keywords: finite; dimensional; risk-sensitive; estimation;
    Academic Unit: Faculty of Science and Engineering > Electronic Engineering
    Faculty of Science and Engineering > Research Institutes > Hamilton Institute
    Item ID: 14433
    Depositing User: Subhrakanti Dey
    Date Deposited: 18 May 2021 14:32
    Publisher: IEEE
    Refereed: Yes
    Use Licence: This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available here

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